A likelihood analysis of quantile-matching transformations

McCullagh, P; Tresoldi, M F

doi:10.1093/biomet/asaa048

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A likelihood analysis of quantile-matching transformations

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Summary

Quantile matching is a strictly monotone transformation that sends the observed response values to the quantiles of a given target distribution. A profile likelihood-based criterion is developed for comparing one target distribution with another in a linear-model setting.

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A likelihood analysis of quantile-matching transformations

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A likelihood analysis of quantile-matching transformations

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